PREVIEW / futures_30min / 2019-03-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-22.parquet
  size:    80 KB
  rows:    2,738

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2019-03-22 00:00:00	ES	Futures	3098.97	3099.78	3098.7	3098.97	1184.0
2019-03-22 00:30:00	ES	Futures	3098.7	3099.24	3097.89	3098.97	1140.0
2019-03-22 01:00:00	ES	Futures	3099.24	3100.33	3098.97	3099.24	2603.0
2019-03-22 01:30:00	ES	Futures	3099.51	3100.87	3098.97	3099.78	2570.0
2019-03-22 02:00:00	ES	Futures	3099.78	3100.33	3097.89	3098.43	2316.0
2019-03-22 02:30:00	ES	Futures	3098.16	3100.87	3097.61	3100.87	2123.0
2019-03-22 03:00:00	ES	Futures	3100.6	3102.49	3099.78	3102.49	3701.0
2019-03-22 03:30:00	ES	Futures	3102.22	3104.39	3101.41	3103.58	5698.0
2019-03-22 04:00:00	ES	Futures	3103.85	3104.12	3101.95	3103.85	8275.0
2019-03-22 04:30:00	ES	Futures	3103.58	3103.58	3087.58	3088.67	39175.0
2019-03-22 05:00:00	ES	Futures	3088.94	3094.09	3087.58	3088.13	19412.0
2019-03-22 05:30:00	ES	Futures	3088.13	3091.92	3087.58	3090.29	13654.0
2019-03-22 06:00:00	ES	Futures	3090.57	3091.65	3087.58	3089.75	14256.0
2019-03-22 06:30:00	ES	Futures	3089.75	3092.46	3089.21	3090.84	8672.0
2019-03-22 07:00:00	ES	Futures	3090.84	3092.46	3089.21	3091.92	8460.0
2019-03-22 07:30:00	ES	Futures	3091.92	3092.73	3088.67	3090.29	12689.0
2019-03-22 08:00:00	ES	Futures	3090.29	3090.57	3082.16	3086.5	29442.0
2019-03-22 08:30:00	ES	Futures	3086.23	3090.29	3084.6	3088.4	23838.0
2019-03-22 09:00:00	ES	Futures	3088.13	3088.67	3084.33	3085.96	21033.0
2019-03-22 09:30:00	ES	Futures	3085.69	3092.46	3069.69	3071.86	267682.0
2019-03-22 10:00:00	ES	Futures	3071.86	3083.52	3070.23	3074.3	180174.0
2019-03-22 10:30:00	ES	Futures	3074.03	3079.45	3065.9	3066.71	142599.0
2019-03-22 11:00:00	ES	Futures	3066.44	3071.05	3062.37	3063.46	150388.0
2019-03-22 11:30:00	ES	Futures	3063.46	3066.44	3046.65	3046.92	170292.0
2019-03-22 12:00:00	ES	Futures	3046.92	3055.32	3046.38	3050.17	126788.0
2019-03-22 12:30:00	ES	Futures	3050.17	3054.78	3043.39	3053.7	116366.0
2019-03-22 13:00:00	ES	Futures	3053.42	3057.76	3050.17	3051.8	81388.0
2019-03-22 13:30:00	ES	Futures	3051.8	3056.41	3046.92	3048.82	66494.0
2019-03-22 14:00:00	ES	Futures	3048.55	3062.91	3047.73	3059.93	86956.0
2019-03-22 14:30:00	ES	Futures	3059.93	3066.71	3055.05	3063.73	85554.0
2019-03-22 15:00:00	ES	Futures	3063.73	3067.25	3053.97	3054.24	92007.0
2019-03-22 15:30:00	ES	Futures	3054.24	3054.78	3042.04	3042.85	253494.0
2019-03-22 16:00:00	ES	Futures	3042.58	3051.53	3042.58	3048.0	86430.0
2019-03-22 16:30:00	ES	Futures	3047.46	3048.0	3043.39	3044.48	11735.0
2019-03-22 00:00:00	NQ	Futures	8760.01	8762.05	8757.68	8758.56	808.0
2019-03-22 00:30:00	NQ	Futures	8758.56	8761.18	8755.94	8761.18	901.0
2019-03-22 01:00:00	NQ	Futures	8761.18	8763.8	8757.97	8759.72	1291.0
2019-03-22 01:30:00	NQ	Futures	8759.72	8766.42	8757.68	8761.76	1449.0
2019-03-22 02:00:00	NQ	Futures	8761.76	8765.84	8757.1	8757.68	1566.0
2019-03-22 02:30:00	NQ	Futures	8757.39	8765.84	8755.94	8765.25	988.0
2019-03-22 03:00:00	NQ	Futures	8764.96	8772.53	8762.34	8771.66	2248.0
2019-03-22 03:30:00	NQ	Futures	8771.95	8778.65	8768.75	8775.44	2556.0
2019-03-22 04:00:00	NQ	Futures	8775.15	8779.52	8771.66	8776.03	3442.0
2019-03-22 04:30:00	NQ	Futures	8775.73	8776.03	8732.93	8735.85	12992.0
2019-03-22 05:00:00	NQ	Futures	8735.85	8754.19	8730.61	8734.68	8283.0
2019-03-22 05:30:00	NQ	Futures	8734.68	8748.07	8732.06	8743.71	5908.0
2019-03-22 06:00:00	NQ	Futures	8744.29	8748.07	8731.48	8739.34	6553.0
2019-03-22 06:30:00	NQ	Futures	8739.63	8745.16	8735.85	8739.05	3276.0
2019-03-22 07:00:00	NQ	Futures	8739.34	8747.78	8737.01	8745.45	2784.0
2019-03-22 07:30:00	NQ	Futures	8745.16	8749.82	8737.3	8742.83	3472.0

> showing 50 of 2,738 rows — these rows as CSV

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